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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 3.24% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 36,493 CHF | 37,693 CHF | 99.43% | 99.43% |
| 19/11/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 40,362 CHF | 41,562 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.10% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 38,157 CHF | 39,357 CHF | 99.88% | 99.88% |
| 15/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 39,467 CHF | 40,667 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.88% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 41,110 CHF | 42,310 CHF | 98.58% | 98.58% |
| 13/11/2024 | 2.93% | 0.37 CHF | 0.38 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 40,462 CHF | 41,662 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.32% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 35,608 CHF | 36,808 CHF | 99.89% | 99.89% |
| 11/11/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 33,710 CHF | 34,910 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.44% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 34,338 CHF | 35,538 CHF | 99.05% | 99.05% |
| 07/11/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 32,045 CHF | 33,245 CHF | 100.00% | 100.00% |
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